How to install OpenSSH sshd server and sftp server on a Windows 2000 or Windows XP or Windows Server 2003

How to install OpenSSH sshd server and sftp server on a Windows 2000 or Windows XP or Windows Server 2003. This looks like a pretty good step by step of how to install SSH on a Windows box and a Linux box. I haven't had much time to go through everything but I do want to mark this site to come back to at a later time.

WRT54G SSH tunneling tutorial

hetos.de is carring a good basic tutorial for beginners to SSH tunneling locally and remotely using WRT54GS open source firmware. Putty/puttygen/pagent is used as client in demos and Sveasoft's Alchemy firmware config page is featured.

Some items to take note of are the Advantages and Limitations section. In the various SSH articles I've seen I don't remember anyone talking about the different limitations of SSH. These limitations seem to be focused on the limitations of SSH tunneling and not so much as general limitations.